Only in my original Sapphire run did I want to capture mostly female Pokemon. I completed the Hoenn dex and nicknamed them all, haha. I did that because my starter Pokemon happened to be female, and I thought that was pretty cool/rare at the time.

For random captures, I don't mind the gender. My team turns out whichever way fate wants it to be. For random breeds, I don't mind hatching a female Abra, female Timburr, male Feebas, or male Buneary. If I hatched a Pokemon with a good nature/stat, gender doesn't matter (unless if it's for a gender-specific evolution like Ralts). As I turned to RNG abusing over the years, then yeah I would often pick what gender I had in mind, like a female Vaporeon or female Togekiss. I often had a nickname in mind.